COTTON NO. 2 - ICE FUTURES U.S. Code-033661 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 254,040 COMMITMENTS 56,911 39,741 57,810 118,253 140,123 232,974 237,674 21,067 16,366 CHANGES FROM 03/20/12 (CHANGE IN OPEN INTEREST: 2,783) 5,864 -5,243 877 -4,860 8,463 1,881 4,098 903 -1,314 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 22.4 15.6 22.8 46.5 55.2 91.7 93.6 8.3 6.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 275) 102 84 97 67 69 217 209 FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 25,418 COMMITMENTS 10,400 833 3,557 8,149 19,709 22,106 24,098 3,312 1,320 CHANGES FROM 03/20/12 (CHANGE IN OPEN INTEREST: -2,058) -1,691 283 -104 -248 -2,131 -2,044 -1,952 -14 -105 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 40.9 3.3 14.0 32.1 77.5 87.0 94.8 13.0 5.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 90) 44 15 21 26 19 76 49 COCOA - ICE FUTURES U.S. Code-073732 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 186,209 COMMITMENTS 29,590 33,342 36,367 108,437 105,285 174,393 174,994 11,815 11,215 CHANGES FROM 03/20/12 (CHANGE IN OPEN INTEREST: 4,931) 1,584 -655 4,173 -2,236 1,286 3,521 4,804 1,411 127 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 15.9 17.9 19.5 58.2 56.5 93.7 94.0 6.3 6.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 180) 49 65 57 53 48 137 139 SUGAR NO. 11 - ICE FUTURES U.S. Code-080732 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 894,283 COMMITMENTS 201,094 44,363 164,824 427,738 616,577 793,656 825,764 100,627 68,519 CHANGES FROM 03/20/12 (CHANGE IN OPEN INTEREST: 7,676) 9,458 6,564 -8,612 4,868 8,856 5,714 6,807 1,962 869 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 22.5 5.0 18.4 47.8 68.9 88.7 92.3 11.3 7.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 229) 84 47 82 81 90 206 181 COFFEE C - ICE FUTURES U.S. Code-083731 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 224,024 COMMITMENTS 31,612 40,167 76,908 106,994 97,317 215,514 214,391 8,510 9,633 CHANGES FROM 03/20/12 (CHANGE IN OPEN INTEREST: 3,603) 608 -1,057 1,270 2,314 4,015 4,192 4,228 -589 -625 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 14.1 17.9 34.3 47.8 43.4 96.2 95.7 3.8 4.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 391) 118 111 136 129 125 308 327 U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 52,459 COMMITMENTS 39,066 9,205 908 3,853 40,290 43,827 50,404 8,633 2,056 CHANGES FROM 03/20/12 (CHANGE IN OPEN INTEREST: -8,516) -7,700 -1,640 38 -315 -7,457 -7,977 -9,058 -539 543 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 74.5 17.5 1.7 7.3 76.8 83.5 96.1 16.5 3.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 92) 52 18 7 14 10 70 32 RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S. Code-23977A OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (RUSSELL 2000 INDEX X $100.00) OPEN INTEREST: 374,511 COMMITMENTS 32,159 46,389 3,738 317,984 310,509 353,881 360,635 20,631 13,876 CHANGES FROM 03/20/12 (CHANGE IN OPEN INTEREST: -3,741) 4,681 -3,699 557 -9,771 -1,050 -4,534 -4,193 792 451 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 8.6 12.4 1.0 84.9 82.9 94.5 96.3 5.5 3.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 246) 38 41 14 95 103 144 147
Updated March 30, 2012